Soften yeast in the warm water in a large bowl.
Stir the milk, eggs, sugar, and salt into the yeast.
Add the 4 cups flour in fourths, beating until batter is smooth after each addition.
Using a pastry blender, cut butter into the V3 cup flour until mixture is well blended; set aside.
Turn dough onto a lightly floured surface; roll into a 14-inch square.
Spread butter-flour mixture evenly over half of dough, leaving a 2 inch border.
Fold dough in half and roll about 1/4 inch thick.
Fold in thirds and roll out; repeat this procedure 3 times.
Wrap in moisture vaporproof material and refrigerate for 30 minutes.
Meanwhile, prepare desired filling.
Remove dough from refrigerator; working quickly, roll out dough into a 20-inch square.
Shape as desired (see Shapes, below).
Place on ungreased baking sheets and let rise in a warm place about 15 minutes.
Brush plain tops with beaten egg.
Bake at 450°F 6 to 10 minutes, or until golden brown.
Immediately remove from baking sheets to wire racks.